Configure your portfolio and click Run Simulation
Bootstrapped from 25 years of historical annual returns (2001–2025)
Median Final Value
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—
Optimistic — P90
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90th percentile
Pessimistic — P10
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10th percentile
Probability of Gain
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prob of doubling: —
Historical Volatility (σ)
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annual std dev, 2001–2025
Predicted Volatility (σ)
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from simulated annual returns
Worst Simulated Year
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single-year low across all sims
Best Simulated Year
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single-year high across all sims
Portfolio Value Over Time Bootstrap
📈
Set your allocation and click Run Simulation
Final Value Distribution Histogram
📊
Run to see distribution
Annual Return — Historical Backtest 2001–2025
📅
Run to see backtest
Predicted Annual Return Range ±1σ & ±2σ Bands
📉
Run to see std dev bands
Important Disclosures — Helianth Investment Management, LLC
Investing in U.S. stocks and bonds involves material risk, including the potential loss of principal. Past performance does not guarantee future results. Refer to our Form ADV Part 2A for a comprehensive description of all investment risks and fees. This content is for informational purposes only and does not constitute an offer to buy or sell securities.
Simulation Methodology: Monte Carlo analysis uses historical bootstrap resampling (drawing full calendar years with replacement, preserving cross-asset correlations from 2001–2025) or parametric normal distribution. God Mode and Dumb Mode use trailing momentum return (arithmetic mean over the selected lookback) to rank asset classes; this is not a forecast and is provided for educational and illustrative contrast only. HIM Default is defined as 50% S&P 500, 25% US Mid Cap, 5% US Small Cap, 20% IG Corp Bonds (Bloomberg US Corp IG Index). Private Equity figures are approximate Cambridge Associates US PE universe one-year horizon returns; PE is conventionally measured on an IRR basis — treat all PE risk statistics with care.
Helianth Investment Management, LLC · SEC Registered RIA · Greenwich, CT · helianthinvestment.com · Advisory fee-only. No ETFs. No Leverage. No Derivatives. No Commissions.
Investing in U.S. stocks and bonds involves material risk, including the potential loss of principal. Past performance does not guarantee future results. Refer to our Form ADV Part 2A for a comprehensive description of all investment risks and fees. This content is for informational purposes only and does not constitute an offer to buy or sell securities.
Simulation Methodology: Monte Carlo analysis uses historical bootstrap resampling (drawing full calendar years with replacement, preserving cross-asset correlations from 2001–2025) or parametric normal distribution. God Mode and Dumb Mode use trailing momentum return (arithmetic mean over the selected lookback) to rank asset classes; this is not a forecast and is provided for educational and illustrative contrast only. HIM Default is defined as 50% S&P 500, 25% US Mid Cap, 5% US Small Cap, 20% IG Corp Bonds (Bloomberg US Corp IG Index). Private Equity figures are approximate Cambridge Associates US PE universe one-year horizon returns; PE is conventionally measured on an IRR basis — treat all PE risk statistics with care.
Helianth Investment Management, LLC · SEC Registered RIA · Greenwich, CT · helianthinvestment.com · Advisory fee-only. No ETFs. No Leverage. No Derivatives. No Commissions.